welcome to the forums Willow, you've come to a good place for parrot information, but I don't think you'll find any information on a red headed conure.....the good news is that there are a couple of members who have cherry-headed conures.....I'm pretty sure that's what you mean.....
If your new feathered friend was neglected or even abused, it will most likely take a lot of patience and trust development...and the best way to begin that is to just sit next to the bird's cage, talking to it offering it treats or food through the cage bars.....chances are that if it's only neglect, it might not be too long before it shows interest in your interaction, but if there has been any neglect, it could take some time.....
While you are sitting there developing this level of trust, you might want to read up on clicker training and target training, because if he bird is cage protective, it may not have ever been trained or otherwise interacted with.....there is also several decent videos on clicker training & target training on youtube, as well as step-up training and bite training.....
Above all, patience is the operative word...let the bird progress at its own speed, rather than yours.....I'm sure others will pop in to offer their tips also.....
Good luck...and congrats on taking in your new friend, they are worth the trouble.....